PhantomBox Futures Risk Lab

Funding Cost Calculator

What "a small rate every 8 hours" adds up to — counted at the settlements you actually cross.

Position

Exchange

Settlement schedule set below.

Side

In series mode you can pin a mark price to a period with rate@price, e.g. 0.01, 0.015@61000.

Result

E3 · Modelled Estimate
Funding over the holding period $0.00

 

Settlements Crossed 0
Notional Now $0.00
Effect per Unit 0
Annualised (scale only) 0%
# At Rate Notional Amount
Calculation and assumptions

      Educational tool, not investment advice.

      A worked example

      A 0.1 BTC long held for a day at a 0.01% funding rate, entering two hours before the next settlement. The number of settlements crossed is what decides the bill — not the number of hours held.

      What goes in

      Side
      Long
      Quantity
      0.1 BTC at $60,000 — $6,000 notional
      Funding rate
      0.01% per period
      Settlement interval
      8 hours
      Hours until next settlement
      2
      Holding period
      24 hours

      What comes out

      Settlements crossed
      3
      Charged at
      +2h, +10h, +18h
      Each settlement
      $0.60
      Total funding
      −$1.80
      Effect per unit
      $18.00
      Annualised (scale only)
      10.95%

      Funding is charged at settlement timestamps, not accrued by the minute. Hold the same position for 7 hours and 59 minutes from the same starting point and you cross no settlement at all: the cost is exactly zero, not seven-eighths of a period. Hold it for ten minutes across a settlement and you pay the full period.

      That makes the decisive input the easiest one to overlook: how long until the next settlement. Two hours before a settlement and two hours after it are the same holding period and different bills.

      The annualised figure is there for scale, not as a projection. Funding rates are reset every period and routinely flip sign; a rate that held for a year is not a thing that happens. It is useful for noticing that a rate which sounds trivial per period is not trivial per month, and for nothing else.

      What each field means

      Quantity and mark price
      Together they give the notional funding is charged on. Each period is charged on that period's notional, which moves with the price.
      Holding period
      How long the position is open, in hours. On its own it decides nothing — it is read against the settlement schedule.
      Hours until next settlement
      The gap between opening the position and the next funding timestamp. This is what determines whether a short hold pays anything at all.
      Settlement interval
      Usually 8 hours, but 4-hour and 1-hour schedules exist, and some pairs differ from the venue default. Set it to the schedule your contract actually uses.
      Funding rate per period
      The rate for one settlement, not per day and not annualised. A positive rate normally means longs pay shorts.
      Rate series
      For modelling a rate that changes: one value per period. Adding @price to an entry prices that period on a different mark price.

      Common questions

      If I close before the next settlement, do I pay funding?

      No. Funding is exchanged at settlement timestamps between whoever holds positions at that moment. Close beforehand and you were not there for it. This is why the tool reports zero rather than a prorated fraction, and why holding across a settlement by ten minutes costs a full period.

      Who pays whom?

      With a positive funding rate, longs normally pay shorts; with a negative rate it reverses. The direction is set by each exchange's own rule for the contract, and the result states the convention it applied.

      Is the annualised number meaningful?

      Only as a sense of scale. It assumes a rate that resets several times a day holds for a year, which never happens. It is useful for realising that 0.01% every eight hours is around 11% a year at that pace; it is not useful as a forecast of anything.

      Does funding affect my liquidation price?

      Over time, yes — funding you pay leaves the account, so the equity backing the position shrinks and liquidation creeps closer. The Liquidation Price tool prices the position as it stands rather than folding in funding still to be paid, so on a multi-day hold, subtract the funding from your margin before reading it.

      Why can I set a mark price per period?

      Because each settlement is charged on the notional at that moment. A position that moves a long way pays on a different notional each period, and pretending the price stood still understates the cost on a winning long and overstates it on a losing one.